+115.4%
FOXA vs NVD
-99.1%
+214.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +0.8% | +10.8% | -10.0% | +1.0% |
| 30D | +5.0% | +0.8% | +4.3% | +5.1% |
| 3M | -3.0% | -20.8% | +17.8% | -3.4% |
| 6M | +14.8% | -41.2% | +55.9% | +13.7% |
| YTD | -8.9% | -44.2% | +35.3% | -9.8% |
| 1Y | +13.3% | -54.2% | +67.5% | +11.7% |
| 3Y | +115.4% | -99.1% | +214.5% | +103.4% |
| All | +115.4% | -99.1% | +214.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling